+671.4%
MSI vs PFG
+195.4%
+476.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +7.4% | +3.0% | +4.5% | +6.3% |
| 30D | +18.7% | +8.2% | +10.6% | +15.6% |
| 3M | +14.5% | +2.7% | +11.8% | +13.1% |
| 6M | +38.1% | +17.2% | +20.9% | +30.4% |
| YTD | +38.7% | +34.8% | +4.0% | +24.4% |
| 1Y | +35.4% | +43.6% | -8.2% | +18.7% |
| 3Y | +75.1% | +85.4% | -10.3% | +37.4% |
| 5Y | +126.4% | +102.2% | +24.2% | +69.5% |
| 10Y | +671.4% | +190.2% | +481.2% | +345.2% |
| All | +671.4% | +195.4% | +476.0% | +345.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling